#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/PricingEngine.h>
#pragma unmanaged 
#include <ql\pricingengines\barrier\fdhestonbarrierengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Models::Equity;
using namespace Cephei::QL::Methods::Finitedifferences::Solvers;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Pricingengines { namespace Barrier {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IFdHestonBarrierEngine
	public ref class CFdHestonBarrierEngine  : 
            public CPricingEngine,
            public Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine
	{
	protected: 
		boost::shared_ptr<QuantLib::FdHestonBarrierEngine>* _ppFdHestonBarrierEngine;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdHestonBarrierEngine>* _phFdHestonBarrierEngine;
#endif
		Object^ _FdHestonBarrierEngineOwner;     // reference to object that manages the storage for this object
	internal:
		CFdHestonBarrierEngine (Cephei::QL::Models::Equity::IHestonModel^ model, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ xGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ vGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ dampingSteps, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Methods::Finitedifferences::Solvers::IFdmSchemeDesc^>^ schemeDesc);
        CFdHestonBarrierEngine (boost::shared_ptr<QuantLib::FdHestonBarrierEngine>& childNative, Object^ owner);
        CFdHestonBarrierEngine (QuantLib::FdHestonBarrierEngine& childNative, Object^ owner);
        CFdHestonBarrierEngine (CFdHestonBarrierEngine^ copy);
        CFdHestonBarrierEngine (PLATFORM::Type^ t);
#ifdef STRUCT
        CFdHestonBarrierEngine (QuantLib::FdHestonBarrierEngine childNative);
#endif       
#ifdef HANDLE
		CFdHestonBarrierEngine (QuantLib::Handle<QuantLib::FdHestonBarrierEngine>& childNative, Object^ owner);
		CFdHestonBarrierEngine (QuantLib::Handle<QuantLib::FdHestonBarrierEngine> childNative);
#endif
		virtual ~CFdHestonBarrierEngine ();
		!CFdHestonBarrierEngine ();

	internal:
		QuantLib::FdHestonBarrierEngine& GetReference ();
		boost::shared_ptr<QuantLib::FdHestonBarrierEngine>& GetShared ();
		QuantLib::FdHestonBarrierEngine* GetPointer ();
        void SetFdHestonBarrierEngine (boost::shared_ptr<QuantLib::FdHestonBarrierEngine> native)
        {
            if (_ppFdHestonBarrierEngine != NULL)
                delete _ppFdHestonBarrierEngine;
            _ppFdHestonBarrierEngine = new boost::shared_ptr<QuantLib::FdHestonBarrierEngine> (native);
            SetPricingEngine (boost::dynamic_pointer_cast<QuantLib::PricingEngine> (*_ppFdHestonBarrierEngine));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::FdHestonBarrierEngine>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine^ Calculate 
        {
		    virtual Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine^>::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Barrier::IFdHestonBarrierEngine_Factory::typeid)]
	public ref class CFdHestonBarrierEngine_Factory sealed : public IFdHestonBarrierEngine_Factory
	{
	public:
        virtual IFdHestonBarrierEngine^ Create (Cephei::QL::Models::Equity::IHestonModel^ model, Microsoft::FSharp::Core::FSharpOption<UInt64>^ tGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ xGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ vGrid, Microsoft::FSharp::Core::FSharpOption<UInt64>^ dampingSteps, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Methods::Finitedifferences::Solvers::IFdmSchemeDesc^>^ schemeDesc);
    };
   
/*Cephei*/ } /*QL*/ } /*Pricingengines*/ } /*Barrier */}
